BVT Put 96 BMW 16.08.2024
/ DE000VD68GX1
BVT Put 96 BMW 16.08.2024/ DE000VD68GX1 /
2024-07-23 8:23:56 AM |
Chg.-0.060 |
Bid5:13:09 PM |
Ask5:13:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-9.23% |
0.650 Bid Size: 73,000 |
0.660 Ask Size: 73,000 |
BAY.MOTOREN WERKE AG... |
96.00 EUR |
2024-08-16 |
Put |
Master data
WKN: |
VD68GX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
96.00 EUR |
Maturity: |
2024-08-16 |
Issue date: |
2024-06-04 |
Last trading day: |
2024-08-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-15.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.31 |
Historic volatility: |
0.22 |
Parity: |
0.51 |
Time value: |
0.09 |
Break-even: |
90.00 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.03 |
Spread %: |
5.26% |
Delta: |
-0.73 |
Theta: |
-0.04 |
Omega: |
-11.06 |
Rho: |
-0.05 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.650 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.94% |
1 Month |
|
|
-26.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.740 |
0.520 |
1M High / 1M Low: |
0.890 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.648 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.734 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
253.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |